Well, this is the coolest dream I've had in a while. Actually going to hell. Non-lucid unfortunately, but still a good one.
Spoiler for How the dream progressed to hell:
I kneel down next to my friend, and draw a symbol I've never seen before, looking mostly like a 4. As I draw it, I say something about "We will be safe". It glows a bit. I trace it again, saying the same words, and it glows more. I repeat that a third time, semi-aware that we will be shot by our pursuers in a matter of seconds here on the bridge. The symbol glows brightly, radiating light all over, and I am immediately transported to Hell!
Standing on an invisible energy floor in the middle of a ring of gnarly floating rocks, glowing red and on fire, this whole mass just floats far above what looks like the ground level. Lots of other flaming / glowing rocks float around, most are massive, the size of multiple cruise liners. There are stone bridges and passageways leading from one to the other. I feel safe here, because I doubt any of my attackers would actually go to hell, even if it was just to kill me.
I seem to be alone in Hell, no one else around. All I hear is flames, and the creaking of really hot rocks. It all looks quite amazing. I walk down a rock staircase to a lower level, and find myself face to face with a massive demon. About 15 times my height, very thin, his feet and hands are massive blades, and he appears to be completely composed of strong metal. He steps on me, cleaving me in two rather effortlessly. Instead of dying, I find myself in one piece again nearby this same beast. Mostly still feeling happy to be free from those people shooting at me, I'm not afraid of this demon at all. Sensing this, he walks away disappointed. I walk along a rock path, either side of which is a vast expanse of molten rock, glowing bright orange and yellow, gently undulating as it flows around. I come across another giant demon beast. This one looks like a combination of a pit-bull, the incredible hulk, and a giant boulder with massive spikes on it. This demon is bulging with muscles and thick, rough skin, mostly black, but glowing red in the creases. Kind of the texture of a massive tree with big chunky tree bark. He has big spikes on his shoulders, and lots of pointy fangs, sort of drooling as he growls at me, his mouth glowing bright yellow like he is composed of fire inside. Since I went to hell to be safe, I'm not afraid of him. He charges me, and I just watch to see what happens. He bites me, eating the top half of my body right off from my legs. Everything goes black for a bit, briefly feeling a lot of pain, then I re-materialize right in front of him again, just watching curiously. He too gets discouraged and leaves. They seem to only enjoy mauling me when I'm afraid.
I explore around a bit, taking in the massive mountains of glowing spikey rocks, and rivers of magma. The whole ambiance of this place is a rather soothing red/orange/yellow color. I find it pleasing to my eyes.